+243.6%
COST vs TXG
+27.0%
+216.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.1% | +0.1% |
| 7D | -1.2% | +9.5% | -10.7% | -1.7% |
| 30D | -4.7% | +18.8% | -23.5% | -5.8% |
| 3M | -7.1% | +136.1% | -143.2% | -12.4% |
| 6M | -8.5% | +235.2% | -243.8% | -16.2% |
| YTD | +5.4% | +320.5% | -315.2% | -5.3% |
| 1Y | -5.6% | +425.2% | -430.8% | -17.2% |
| 3Y | +68.5% | +42.9% | +25.6% | +59.6% |
| 5Y | +105.2% | -62.8% | +168.1% | +103.1% |
| All | +243.6% | +27.0% | +216.6% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling